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Title:Vrednotenje terminskih pogodb
Authors:ID Kolarič, Karmen (Author)
ID Marovt, Janko (Mentor) More about this mentor... New window
Files:.pdf UN_Kolaric_Karmen_2019.pdf (1,23 MB)
MD5: 3D0E6BC5BE475EAE73BB9DFCF3073DBC
PID: 20.500.12556/dkum/ac9ab3ae-4c15-4dc9-a20c-7d1d4a5e8238
 
Language:Slovenian
Work type:Diploma project paper
Typology:2.11 - Undergraduate Thesis
Organization:EPF - Faculty of Business and Economics
Abstract:V diplomskem projektu se bomo osredotočili na pomen nestandardiziranih in standardiziranih terminskih pogodb ter predstavili njihove lastnosti in razlike med njimi. Pojasnili bomo način izračunavanja obrestne mere in prikazali vpliv pogostejše kapitalizacije. Razmislili bomo, kakšna naj bo izpolnitvena cena pri nestandardiziranih terminskih pogodbah na sredstva, ki imetniku ne zagotavljajo dohodka, in tistih, ki imetniku zagotavljajo točen in predvidljiv dohodek. Pri tem bomo proučili, pod kakšnimi pogoji oziroma kdaj nastanejo arbitražne priložnosti. Pri standardiziranih terminskih pogodbah bomo dokazali enakost med izpolnitveno in terminsko ceno v času sklenitve pogodbe ob pogoju, da je obrestna mera konstantna, in na primeru prikazali dnevno spreminjanje depozita na računu investitorja pri klirinški hiši, ki ima pozicijo v standardizirani terminski pogodbi.
Keywords:nestandardizirana terminska pogodba, standardizirana terminska pogodba, izpolnitvena cena, terminska cena, obrestna mera, zvezno obrestovanje, kratka prodaja.
Place of publishing:Maribor
Publisher:[K. Kolarič]
Year of publishing:2019
PID:20.500.12556/DKUM-73049 New window
UDC:336.76
COBISS.SI-ID:13343516 New window
NUK URN:URN:SI:UM:DK:BYDUFE58
Publication date in DKUM:27.06.2019
Views:1816
Downloads:145
Metadata:XML RDF-CHPDL DC-XML DC-RDF
Categories:EPF
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Licences

License:CC BY-NC-ND 4.0, Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International
Link:http://creativecommons.org/licenses/by-nc-nd/4.0/
Description:The most restrictive Creative Commons license. This only allows people to download and share the work for no commercial gain and for no other purposes.
Licensing start date:26.01.2019

Secondary language

Language:English
Title:Forward and futures contracts pricing
Abstract:In the degree project, we will focus on the meaning of forward and futures contracts. We will present their characteristics and differences between them. We will explain the method of calculating the interest rate and show the impact of compounding frequency. We will consider the forward prices on an investment asset that does not provide the holder an income and also the ones that will provide a perfectly predictable cash income to the holder. We will also study under which conditions arise arbitrage opportunities. We will prove the equality between forward and future prices at the time of conclusion of the contract, under condition that the interest rate is constant. By example we will present the daily change of investor’s deposit at the clearing house, induces by a position in futures contracts.
Keywords:forward contract, futures contract, forward price, futures price, interes rate, continuous compounding, shorting the asset.


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